Shenzhen Stock Exchange A Share Index APARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
24.85%
decreased by 0.79%
1 Week
25.05%
decreased by 0.59%
1 Month
25.79%
increased by 0.15%
Analysis last updated: Wednesday, June 10, 2026 at 08:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0297 | 14.81 | |
| 0.0701 | 16.38 | |
| 0.9287 | 274.53 | |
| 0.0961 | 4.60 | |
| 1.7294 | 26.85 |
Estimation Period:
Oct 5, 1992 to Jun 5, 2026
Oct 5, 1992 to Jun 5, 2026
Other APARCH Analyses on Equity Indices